function output = callfmincongp(interfacedata) % Retrieve needed data options = interfacedata.options; F_struc = interfacedata.F_struc; c = interfacedata.c; Q = interfacedata.Q; K = interfacedata.K; x0 = interfacedata.x0; extended_variables = interfacedata.extended_variables; ub = interfacedata.ub; lb = interfacedata.lb; mt = interfacedata.monomtable; % ********************************* % What type of variables do we have % ********************************* linear_variables = find((sum(abs(mt),2)==1) & (any(mt==1,2))); nonlinear_variables = setdiff((1:size(mt,1))',linear_variables); sigmonial_variables = find(any(0>mt,2) | any(mt-fix(mt),2)); % Convert to common format for fmincon, mosek and gpposy ubtemp = ub; lbtemp = lb; fixed = find(ub(linear_variables) == lb(linear_variables)); ubtemp(linear_variables(fixed)) = inf; lbtemp(linear_variables(fixed)) = -inf; [prob,problem] = yalmip2geometric(options,F_struc,c,Q,K,ubtemp,lbtemp,mt,linear_variables,extended_variables); %Add equalities for fixed variables fixed_in_bound = []; fixed_bound=[]; if ~isempty(fixed) if 0 % Remove variables fixfactors = prod(repmat(ub(linear_variables(fixed(:)))',size(prob.A,1),1).^prob.A(:,fixed),2); prob.A(:,fixed) = []; prob.b = (prob.b) .* fixfactors; for j = 1:max(prob.map) in_this = find(prob.map == j); if ~isempty(in_this) constants = find(~any(prob.A(in_this,:),2)); if ~isempty(constants) prob.b(in_this) = prob.b(in_this)./(1 - sum(prob.b(in_this(constants)))); end end end fixed_in_bound = linear_variables(fixed); fixed_bound = ub(linear_variables(fixed)); linear_variables(fixed) = []; em = find(~any(prob.A,2)); prob.A(em,:) = []; prob.b(em,:) = []; nn = max(prob.map); prob.map(em,:) = []; length(unique(prob.map)) - (nn + 1) 1; else prob.G = [prob.G;-sparse(1:length(fixed),fixed,1,length(fixed),length(linear_variables))]; prob.h = [prob.h;lb(linear_variables(fixed))]; end end %something failed, perhaps a QP if problem & isempty(sigmonial_variables) % This is an LP or QP! % Go to standard fmincon if options.verbose disp('Conversion to geometric program failed. Trying general non-convex model in fmincon'); disp(' '); end interfacedata.solver.tag = strrep(interfacedata.solver.tag,'-geometric',''); output = callipoptmex(interfacedata); return end if problem == 0 if isempty(x0) x0 = zeros(length(linear_variables),1); else x0 = x0(linear_variables); end % Fake logarithm (extend linearly for small values) ind = find(x0<1e-2); x0(ind) = exp(log(1e-2)+(x0(ind)-1e-2)/1e-2); x0 = log(x0); % Clean up the bounds (from branch and bound) % Note, these bounds are in the % logarithmic variables. if ~isempty(lb) lb = lb(linear_variables); ind = find(lb<1e-2); lb(ind) = exp(log(1e-2)+(lb(ind)-1e-2)/1e-2); lb = log(lb+sqrt(eps)); end if ~isempty(ub) ub = ub(linear_variables); ind = find(ub<1e-2); ub(ind) = exp(log(1e-2)+(ub(ind)-1e-2)/1e-2); ub = log(ub+sqrt(eps)); end if options.savedebug ops = options.fmincon; save ipoptgpdebug prob x0 ops lb ub end prob = precalcgpstruct(prob); Fupp = [repmat(0,size(prob.G,1)+max(prob.map),1);]; Flow = [repmat(-inf,max(prob.map),1);repmat(0,size(prob.G,1),1)]; jac_c_constant = 'no'; jac_d_constant = 'no'; fields = fieldnames(options.ipopt); values = struct2cell(options.ipopt); ops = cell(2*length(fields),1); for i = 1:length(fields) ops{2*i-1} = fields{i}; ops{2*i} = values{i}; end ops{end+1} = 'print_level'; ops{end+1} = 3*options.verbose; % These are needed to avoid recomputation due to ipopts double call to get % f and df, and g and dg (not fully done yet in geometric version) global latest_x_f global latest_x_g global latest_df global latest_f global latest_G global latest_g latest_G= []; latest_g = []; latest_x_f = []; latest_x_g = []; solvertime = tic; [xout,lambda,iters] = ipopt(x0,lb,ub,Flow,Fupp,... @ipoptgp_callback_f,@ipoptgp_callback_df,@ipoptgp_callback_g,@ipoptgp_callback_dg,'',... prob,'',[],... 'jac_c_constant',jac_c_constant,'jac_d_constant',jac_d_constant,ops{:}); ssolvertime = toc(solvertime); x = zeros(length(c),1); x(linear_variables) = exp(xout); x(fixed_in_bound) = fixed_bound; % No flag supplied! problem = 0; % Internal format for duals, not supported yet D_struc = []; else x = []; solvertime = 0; end % Internal format for duals (currently not supported in GP) D_struc = []; infostr = yalmiperror(problem,interfacedata.solver.tag); if options.savesolverinput solverinput.A = []; solverinput.b = []; solverinput.Aeq = []; solverinput.beq = []; solverinput.options = options.fmincon; else solverinput = []; end % Save all data from the solver? if options.savesolveroutput solveroutput.x = x; solveroutput.fmin = fmin; solveroutput.flag = flag; solveroutput.output=output; solveroutput.lambda=lambda; else solveroutput = []; end % Standard interface output = createOutputStructure(x,D_struc,[],problem,infostr,solverinput,solveroutput,solvertime);